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Efron's elegant approach to g-modeling for empirical Bayes problems is contrasted with an implementation of the Kiefer-Wolfowitz nonparametric maximum likelihood estimator for mixture models for several examples. The latter approach has the advantage that it is free of tuning parameters and consequently provides a relatively simple complementary method.
Authors
UCL
Jiaying Gu
Working Paper details
- DOI
- 10.1920/wp.cem.2019.1319
- Publisher
- The IFS
Suggested citation
Gu, J and Koenker, R. (2019). Minimalist G-modelling: A comment on Efron. London: The IFS. Available at: https://ifs.org.uk/publications/minimalist-g-modelling-comment-efron (accessed: 2 May 2024).
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